PCA values

Question

Raviteja 2011-9-17

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/16037-pca-values

编辑： Mouse 2021-11-8

I have written following code to learn about PCA.

clear all
clc
load hald  
hald=ingredients;
 [m n]=size(hald);
mu=mean(hald);
mumat=repmat(mu,[m 1]);
hald_new=hald-mumat;
cov_mat=cov(hald_new);
[EVec EVal]=eig(cov_mat);
[sq iq]=sort(diag(EVal)','descend');
for i=1:length(iq)
     EVec_sort(:,i)=EVec(:,iq(i));
end
EVal_sort=sq;
pca_data=EVec_sort'*hald_new';

And also I compared my results with matlab princomp() function. Results are like this..

My result

>> pca_data'

ans =
     36.8218    6.8709   -4.5909    0.3967
     29.6073   -4.6109   -2.2476   -0.3958
    -12.9818    4.2049    0.9022   -1.1261
     23.7147    6.6341    1.8547   -0.3786
     -0.5532    4.4617   -6.0874    0.1424
    -10.8125    3.6466    0.9130   -0.1350
    -32.5882   -8.9798   -1.6063    0.0818
     22.6064  -10.7259    3.2365    0.3243
     -9.2626   -8.9854   -0.0169   -0.5437
     -3.2840   14.1573    7.0465    0.3405
      9.2200  -12.3861    3.4283    0.4352
    -25.5849    2.7817   -0.3867    0.4468
    -26.9032    2.9310   -2.4455    0.4116

Matlab result:

>> [pc,score,latent,tsquare] = princomp(ingredients);
>> score
score =
     36.8218   -6.8709   -4.5909    0.3967
     29.6073    4.6109   -2.2476   -0.3958
    -12.9818   -4.2049    0.9022   -1.1261
     23.7147   -6.6341    1.8547   -0.3786
     -0.5532   -4.4617   -6.0874    0.1424
    -10.8125   -3.6466    0.9130   -0.1350
    -32.5882    8.9798   -1.6063    0.0818
     22.6064   10.7259    3.2365    0.3243
     -9.2626    8.9854   -0.0169   -0.5437
     -3.2840  -14.1573    7.0465    0.3405
      9.2200   12.3861    3.4283    0.4352
    -25.5849   -2.7817   -0.3867    0.4468
    -26.9032   -2.9310   -2.4455    0.4116